-15.8%
AAOZ vs SPY
+1.9%
-17.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.7% | +12.9% | +34.0% |
| 7D | +74.7% | -0.7% | +75.4% | +57.4% |
| 30D | +194.6% | -1.0% | +195.6% | +181.3% |
| 3M | +120.7% | -0.3% | +121.0% | +115.4% |
| All | -15.8% | +1.9% | -17.7% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · Available span rolling